• 114 Citations
  • 6 h-Index
1988 …2016

Research output per year

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Fingerprint Dive into the research topics where In-Suk Wee is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Research Output

  • 114 Citations
  • 6 h-Index
  • 21 Article

A recursive method for discretely monitored geometric Asian option prices

Kim, B., Kim, J., Kim, J. & Wee, I-S., 2016, In : Bulletin of the Korean Mathematical Society. 53, 3, p. 733-749 17 p.

Research output: Contribution to journalArticle

  • 2 Citations (Scopus)
  • 2 Citations (Scopus)

    Pricing of geometric Asian options under Heston's stochastic volatility model

    Kim, B. & Wee, I-S., 2014 Oct 1, In : Quantitative Finance. 14, 10, p. 1795-1809 15 p.

    Research output: Contribution to journalArticle

  • 18 Citations (Scopus)

    Valuation of power options under Heston's stochastic volatility model

    Kim, J., Kim, B., Moon, K. S. & Wee, I-S., 2012 Nov 1, In : Journal of Economic Dynamics and Control. 36, 11, p. 1796-1813 18 p.

    Research output: Contribution to journalArticle

  • 8 Citations (Scopus)

    An accurate and efficient numerical method for black-scholes equations

    Jeong, D., Kim, J. & Wee, I-S., 2009 Dec 1, In : Communications of the Korean Mathematical Society. 24, 4, p. 617-628 12 p.

    Research output: Contribution to journalArticle

  • 11 Citations (Scopus)